Yamato Kogyo Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.58% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2430 | 23.58 | |
| 0.0676 | 19.42 | |
| 0.8539 | 267.95 | |
| 0.0797 | 10.58 |
Estimation Period:
Jan 4, 1990 to Feb 6, 2026
Jan 4, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Yamato Kogyo Co Ltd Analyses
Other GJR-GARCH Analyses on International Equities